@article{COCV_1996__1__191_0,
author = {Bernhard, Pierre},
title = {A separation theorem for expected value and feared value discrete time control},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
pages = {191--206},
year = {1996},
publisher = {SMAI (Soci\'et\'e de math\'ematiques appliqu\'ees et industrielles)},
address = {Paris},
volume = {1},
mrnumber = {1401447},
zbl = {0878.93062},
language = {en},
url = {https://www.numdam.org/item/COCV_1996__1__191_0/}
}
TY - JOUR AU - Bernhard, Pierre TI - A separation theorem for expected value and feared value discrete time control JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 1996 SP - 191 EP - 206 VL - 1 PB - SMAI (Société de mathématiques appliquées et industrielles) PP - Paris UR - https://www.numdam.org/item/COCV_1996__1__191_0/ LA - en ID - COCV_1996__1__191_0 ER -
%0 Journal Article %A Bernhard, Pierre %T A separation theorem for expected value and feared value discrete time control %J ESAIM: Control, Optimisation and Calculus of Variations %D 1996 %P 191-206 %V 1 %I SMAI (Société de mathématiques appliquées et industrielles) %C Paris %U https://www.numdam.org/item/COCV_1996__1__191_0/ %G en %F COCV_1996__1__191_0
Bernhard, Pierre. A separation theorem for expected value and feared value discrete time control. ESAIM: Control, Optimisation and Calculus of Variations, Tome 1 (1996), pp. 191-206. https://www.numdam.org/item/COCV_1996__1__191_0/
[1] : Density of idempotent measures and large deviations, Research Report 2534, INRIA, 1995.
[2] , and : Bellman Processes, l1th International Conference on Systems Analysis and Optimization, Sophia Antipolis, France, 1994. | Zbl
[3] , , , : Synchronization and Linearity, Wiley, Chichester, U.K., 1992. | Zbl | MR
[4] and : H∞ Optimal Control and Related Minimax Design Problems a Game Theory Approach, second edition, Birkhauser, Boston, 1995. | MR
[5] and : H∞-Control for Nonlinear Plants: Connections with Differential Games, 28th CDC, Tampa, Fla, 1989.
[6] , and : H∞-Control For Nonlinear Systems with Output Feedback, IEEE Trans. Automatic Control, AC-38, 1993, 546-559. | Zbl | MR
[7] : Sketch of a Theory of Nonlinear Partial Information Min-Max Control, Research Report 2020, INRIA, 1993.
[8] : A Discrete Time Min-max Certainty Equivalence Principle, Systems and Control Letters, 24, 1995, 229-234. | Zbl | MR
[9] : Expected Values, Feared Values and Optimal Control, in G-J. Olsder ed. : New Trends in Dynamic Games and Applications, Birkhauser, 1995. | Zbl | MR
[10] and : On the Evaluation of Worst Case Design, with an Application to the Quadratic Synthesis Technique, 3rd IFAC symposium on Sensitivity, Adaptivity and Optimality, Ischia, Italy, 1973. | MR
[11] and : Min-max Certainty Equivalence Principle and Differential Games, revised version of a paper presented at the Workshop on Robust Controller Design and Differential Games, UCSB, Santa Barbara, 1993, submitted for publication. | Zbl
[12] : Theory of capacities, Annales de l'Institut Fourier, Grenoble, 5, 1955, 131-295. | Zbl | MR | Numdam
[13] , and : Structural Properties of Minimax Policies for a Class of Differential Games Arising in Nonlinear H∞-control, Systems and Control Letters, 21, 1993, 433-441. | Zbl | MR
[14] : Résolution particulaire des problèmes d'estimation et d'optimisation non linéaires, PhD dissertation, Université Paul Sabatier, Toulouse, 1994.
[15] : Maslov Optimization Theory, Russian Journal of Mathematical Physics, to appear.
[16] : Feedbak Control of Nonlinear Systems, 1st ECC, Grenoble, 1991.
[17] and : Disturbance Attenuation and H∞ Control via Measurement Feedback in Nonlinear Systems, IEEE Trans. on Automatic Control, AC 37, 1992, 1283-1293. | Zbl | MR
[18] : On the Certainty Equivalence Principle and the Optimal Control of Partially Observed Dynamic Games, IEEE Trans. on Automatic Control, AC 39, 1994, 2321-2324. | Zbl | MR
[19] and : Partially Observed Differential Games, Infinite Dimensional HJI Equations, and Nonlinear H∞ Control, to appear. | Zbl
[20] , and : Output Feedback Risk Sensitive Control and Differential Games for Continuous Time Nonlinear Systems, 32nd CDC, San Antonio, 1993.
[21] , and : Risk Sensitive Control and Dynamic Games for Partially Observed Discrete Time Nonlinear Systems, IEEE Trans. on Automatic Control, AC-39, 1994, 780-792. | Zbl | MR
[22] and : The general form of the endomorphisms in the space of continuous functions with values in a numerical cominutative semiring (with the operation ⊕ = max), Soviet Math. Dokl., 36, 1988, 55-59. | Zbl | MR
[23] : Méthodes opératorielles, Éditions MIR, Moscow, 1987. | Zbl | MR
[24] and : Idempotent analysis, Advances in Soviet Mathematics, 13, AMS, Providence, 1992. | Zbl | MR
[25] : Théorèmes asymptotiques en programmation dynamique, Compte Rendus de l'Académie des Sciences, 311, 1990, 745-748. | Zbl | MR
[26] and : Un jeu de poursuite-evasion avec connaissance imparfaite des coordonnées, International Symposium on Differential Games and Applications, St Jovite, 1994.
[27] : Nonlinear State Space H∞ Control Theory, ECC 1993, Gronin-gen.
[28] : Chaines de Markov dans ℝ min+, META2 seminar, INRIA, 1992, unpublished.
[29] : Risk sensitive linear quadratic gaussian control, Advances in Applied Probability, 13, 1981, 764-777. | Zbl | MR





